Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 3.50% | 1.13 CHF | 1.14 CHF | 70,000 | 70,000 | 24,584 | 24,584 | 28,744 CHF | 29,172 CHF | 91.44% | 91.44% |
12/07/2024 | 1.87% | 1.31 CHF | 1.32 CHF | 60,000 | 60,000 | 30,502 | 30,502 | 38,399 CHF | 38,987 CHF | 98.44% | 98.44% |
11/07/2024 | 2.02% | 1.23 CHF | 1.24 CHF | 70,000 | 70,000 | 32,161 | 32,161 | 37,896 CHF | 38,502 CHF | 98.10% | 98.10% |
10/07/2024 | 2.09% | 1.12 CHF | 1.13 CHF | 70,000 | 70,000 | 32,272 | 32,272 | 36,209 CHF | 36,823 CHF | 96.42% | 96.42% |
09/07/2024 | 2.08% | 1.13 CHF | 1.14 CHF | 70,000 | 70,000 | 32,752 | 32,752 | 36,636 CHF | 37,249 CHF | 99.43% | 99.43% |
08/07/2024 | 2.07% | 1.11 CHF | 1.12 CHF | 70,000 | 70,000 | 32,192 | 32,192 | 36,198 CHF | 36,811 CHF | 97.88% | 97.88% |
05/07/2024 | 2.10% | 1.12 CHF | 1.13 CHF | 70,000 | 70,000 | 32,423 | 32,423 | 36,101 CHF | 36,715 CHF | 97.24% | 97.24% |
04/07/2024 | 5.51% | 1.11 CHF | 1.13 CHF | 30,000 | 30,000 | 10,334 | 10,334 | 11,454 CHF | 11,788 CHF | 98.52% | 98.52% |
03/07/2024 | 2.19% | 1.10 CHF | 1.11 CHF | 70,000 | 70,000 | 31,275 | 31,275 | 33,612 CHF | 34,183 CHF | 97.20% | 97.20% |
02/07/2024 | 2.25% | 1.04 CHF | 1.05 CHF | 70,000 | 70,000 | 32,595 | 32,595 | 33,578 CHF | 34,193 CHF | 98.83% | 98.83% |